I don't know of any club that doesn't require a helmet.
IF it's that important to you, start your own helmetless club.
Complaining about having to wear a helmet makes about as much sense as a KKK member joining the NAACP and then complaining about the rules!
BTW, I don't wear a helmet and don't do club rides, partially for that reason. The main reason is, I don't want to ride 12 miles each way to do a "beginners" ride that would push my limits by itself. Too far for me! IF I had some local 15ish mile beginners rides, I'd consider buying a helmet to give them a try.